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使用RealTraderManager 处理实盘交易

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zhiyong 2025-04-30 23:27:37 +08:00
parent 456e1c0c52
commit 1b462a3044
2 changed files with 51 additions and 50 deletions
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3
src/config.py
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@ -30,8 +30,7 @@ class Config:
XT_ACCOUNT = os.environ.get("XT_ACCOUNT", "80391818") XT_ACCOUNT = os.environ.get("XT_ACCOUNT", "80391818")
XT_PATH = os.environ.get("XT_PATH", r'C:\\江海证券QMT实盘_交易\\userdata_mini') XT_PATH = os.environ.get("XT_PATH", r'C:\\江海证券QMT实盘_交易\\userdata_mini')
# 新增RealTraderManager配置 # RealTraderManager配置
USE_REAL_TRADER_MANAGER = os.environ.get("USE_REAL_TRADER_MANAGER", "True").lower() == "true"
RTM_ORDER_TIMEOUT = int(os.environ.get("RTM_ORDER_TIMEOUT", 60)) # 订单超时时间（秒） RTM_ORDER_TIMEOUT = int(os.environ.get("RTM_ORDER_TIMEOUT", 60)) # 订单超时时间（秒）
RTM_MAX_RETRIES = int(os.environ.get("RTM_MAX_RETRIES", 3)) # 最大重试次数 RTM_MAX_RETRIES = int(os.environ.get("RTM_MAX_RETRIES", 3)) # 最大重试次数
RTM_USE_MARKET_ORDER = os.environ.get("RTM_USE_MARKET_ORDER", "True").lower() == "true" # 是否使用市价单进行补单 RTM_USE_MARKET_ORDER = os.environ.get("RTM_USE_MARKET_ORDER", "True").lower() == "true" # 是否使用市价单进行补单

98
src/trade_server.py
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@ -391,34 +391,31 @@ def cancel(entrust_no):
logger.info(f"Received cancel request for entrust_no={entrust_no}") logger.info(f"Received cancel request for entrust_no={entrust_no}")
try: try:
# 不考虑是否为模拟交易，直接使用实盘 # 不考虑是否为模拟交易，直接使用实盘
# 优先使用RealTraderManager # 使用RealTraderManager
if Config.USE_REAL_TRADER_MANAGER: rtm = get_real_trader_manager()
rtm = get_real_trader_manager() # 在RealTraderManager的待处理订单中查找
# 在RealTraderManager的待处理订单中查找 found_in_rtm = False
found_in_rtm = False for order in rtm.get_pending_orders():
for order in rtm.get_pending_orders(): if str(order['order_id']) == str(entrust_no):
if str(order['order_id']) == str(entrust_no): found_in_rtm = True
found_in_rtm = True # 使用RealTraderManager中的trader进行撤单
# 使用RealTraderManager中的trader进行撤单 result = rtm.trader.cancel(entrust_no)
result = rtm.trader.cancel(entrust_no) logger.info(f"通过RealTraderManager撤单结果: {result}")
logger.info(f"通过RealTraderManager撤单结果: {result}")
# 更新订单状态
# 更新订单状态 rtm.check_pending_orders()
rtm.check_pending_orders() return jsonify({"success": True, "data": result, "simulation": False}), 200
return jsonify({"success": True, "data": result, "simulation": False}), 200
# 如果RealTraderManager中未找到，使用普通实盘撤单
if not found_in_rtm:
logger.info(f"在RealTraderManager中未找到订单{entrust_no}，使用普通实盘撤单")
real_trader = get_real_trader()
result = real_trader.cancel(entrust_no)
logger.info(f"普通实盘撤单结果: {result}")
# 如果RealTraderManager中未找到，执行下面的普通实盘撤单 # 更新未完成委托状态
if not found_in_rtm: StrategyPositionManager.update_pending_orders(real_trader)
logger.info(f"在RealTraderManager中未找到订单{entrust_no}，使用普通实盘撤单") return jsonify({"success": True, "data": result, "simulation": False}), 200
# 普通实盘撤单方式
real_trader = get_real_trader()
result = real_trader.cancel(entrust_no)
logger.info(f"普通实盘撤单结果: {result}")
# 更新未完成委托状态
StrategyPositionManager.update_pending_orders(real_trader)
return jsonify({"success": True, "data": result, "simulation": False}), 200
except Exception as e: except Exception as e:
logger.error(f"Error processing cancel request: {str(e)}") logger.error(f"Error processing cancel request: {str(e)}")
@ -524,9 +521,9 @@ def clear_strategy(strategy_name):
# 判断当前交易模式 # 判断当前交易模式
should_simulate, _ = should_use_simulation() should_simulate, _ = should_use_simulation()
# 如果是实盘模式且启用了RealTraderManager # 如果是实盘模式，使用RealTraderManager
if not should_simulate and Config.USE_REAL_TRADER_MANAGER: if not should_simulate:
# 先尝试清除RealTraderManager中的策略目标 # 清除RealTraderManager中的策略目标
rtm = get_real_trader_manager() rtm = get_real_trader_manager()
if strategy_name in rtm.strategy_targets: if strategy_name in rtm.strategy_targets:
with _instance_lock: # 使用锁保护操作 with _instance_lock: # 使用锁保护操作
@ -607,8 +604,8 @@ def get_order_status():
# 判断当前交易模式 # 判断当前交易模式
should_simulate, _ = should_use_simulation() should_simulate, _ = should_use_simulation()
if not should_simulate and Config.USE_REAL_TRADER_MANAGER: if not should_simulate:
# 实盘 + RealTraderManager模式 # 实盘模式，使用RealTraderManager
try: try:
rtm = get_real_trader_manager() rtm = get_real_trader_manager()
pending_orders = rtm.get_pending_orders() pending_orders = rtm.get_pending_orders()
@ -620,18 +617,26 @@ def get_order_status():
logger.error(f"从RealTraderManager获取订单状态时出错: {str(e)}") logger.error(f"从RealTraderManager获取订单状态时出错: {str(e)}")
# 发生错误时，回退到使用普通交易实例 # 发生错误时，回退到使用普通交易实例
logger.info("回退到使用普通交易实例获取订单状态") logger.info("回退到使用普通交易实例获取订单状态")
# 模拟交易或实盘但未使用RealTraderManager trader = get_real_trader()
trader = get_sim_trader() if should_simulate else get_real_trader() try:
try: entrusts = execute_with_timeout(trader.get_today_entrust, Config.TRADE_TIMEOUT)
entrusts = execute_with_timeout(trader.get_today_entrust, Config.TRADE_TIMEOUT) if entrusts is None:
if entrusts is None: logger.error("获取今日委托超时")
logger.error("获取今日委托超时") return jsonify({"success": False, "error": "获取今日委托超时", "simulation": False}), 500
return jsonify({"success": False, "error": "获取今日委托超时", "simulation": should_simulate}), 500 return jsonify({"success": True, "data": entrusts, "simulation": False}), 200
return jsonify({"success": True, "data": entrusts, "simulation": should_simulate}), 200 except Exception as e:
except Exception as e: logger.error(f"获取今日委托时出错: {str(e)}")
logger.error(f"获取今日委托时出错: {str(e)}") return jsonify({"success": False, "error": f"获取今日委托时出错: {str(e)}", "simulation": False}), 500
return jsonify({"success": False, "error": f"获取今日委托时出错: {str(e)}", "simulation": should_simulate}), 500 else:
# 模拟交易模式
trader = get_sim_trader()
try:
entrusts = trader.get_today_entrust()
return jsonify({"success": True, "data": entrusts, "simulation": True}), 200
except Exception as e:
logger.error(f"获取今日委托时出错: {str(e)}")
return jsonify({"success": False, "error": f"获取今日委托时出错: {str(e)}", "simulation": True}), 500
except Exception as e: except Exception as e:
logger.error(f"处理订单状态请求时出错: {str(e)}") logger.error(f"处理订单状态请求时出错: {str(e)}")
abort(500, description="Internal server error") abort(500, description="Internal server error")
@ -647,14 +652,11 @@ def get_strategy_targets():
# 获取查询参数 # 获取查询参数
strategy_name = request.args.get("strategy_name") strategy_name = request.args.get("strategy_name")
# 检查是否是实盘模式且使用RealTraderManager # 检查是否是实盘模式
should_simulate, _ = should_use_simulation() should_simulate, _ = should_use_simulation()
if should_simulate: if should_simulate:
return jsonify({"success": False, "error": "模拟交易模式下不支持目标持仓", "simulation": True}), 400 return jsonify({"success": False, "error": "模拟交易模式下不支持目标持仓", "simulation": True}), 400
if not Config.USE_REAL_TRADER_MANAGER:
return jsonify({"success": False, "error": "RealTraderManager未启用，无法获取目标持仓", "simulation": False}), 400
try: try:
rtm = get_real_trader_manager() rtm = get_real_trader_manager()